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Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity
Yang, Zhenlin - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 51-92
Persistent link: https://www.econbiz.de/10012488887
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Assessing tail risk using expectile regressions with partially varying coefficients
Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2018
Persistent link: https://www.econbiz.de/10011965749
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A Time Series Analysis of U.K. Construction and Real Estate Indices
Belaire-Franch, Jorge; Opong, Kwaku - In: The Journal of Real Estate Finance and Economics 46 (2013) 3, pp. 516-542
deviate from the null hypothesis of white noise. Moreover, we have found evidence of nonlinearity but strong evidence against … chaos for the returns series. Further tests show that the source of nonlinearity is rather different. Hence, the …
Persistent link: https://www.econbiz.de/10010866953
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A simple estimator for binary choice models with endogenous regressors
Dong, Yingying; Lewbel, Arthur - In: Econometric reviews 34 (2015) 1/5, pp. 82-105
Persistent link: https://www.econbiz.de/10011373308
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Governmental decentralization and corruption revisited : accounting for potential endogeneity
Choudhury, Sanchari - In: Economics letters 136 (2015), pp. 218-222
Persistent link: https://www.econbiz.de/10011436144
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Foreign exchange markets and oil prices in Asia
Narayan, Seema - In: Journal of Asian economics 28 (2013), pp. 41-50
Persistent link: https://www.econbiz.de/10010400870
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Predicting exchange rate returns
Narayan, Paresh Kumar; Sharma, Susan Sunila; Dinh Hoang … - In: Emerging markets review 42 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012414387
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A parametric control function approach to estimating the returns to schooling in the absence of exclusion restrictions: an application to the NLSY
Farré, Lídia; Klein, Roger; Vella, Francis - In: Empirical Economics 44 (2013) 1, pp. 111-133
using a sample drawn from the National Longitudinal Survey of Youth 1979. Accounting for endogeneity increases the estimate …
Persistent link: https://www.econbiz.de/10010994335
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Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors
Dong, Yingying; Lewbel, Arthur; Yang, Thomas Tao - Department of Economics, Boston College - 2012
We discuss the relative advantages and disadvantages of four types of convenient estimators of binary choice models when regressors may be endogenous or mismeasured, or when errors are likely to be heteroskedastic. For example, such models arise when treatment is not randomly assigned and...
Persistent link: https://www.econbiz.de/10010960033
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Simple Estimators for Binary Choice Models with Endogenous Regressors
Dong, Yingying; Lewbel, Arthur - Department of Economics, University of California-Irvine - 2012
errors having heteroskedasticity of unknown form, including random coefficients. The variants of special regressor based …
Persistent link: https://www.econbiz.de/10009651433